Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419917.9775 | 339810.2075 | 80107.77 | 110479.593 | -39434.2295 | 149913.8225 |
Total P&L (%) | 419.918 | 339.8102 | 80.1078 | 110.4796 | -39.4342 | 149.9138 |
Avg Daily Profit (%) | 0.1939 | 0.1569 | 0.037 | 0.0344 | -0.0231 | 0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162834 | -86303 | -117412 | -1365139 | -912783 | -794660 |
Profit Factor | 1.3076 | 1.527 | 1.1112 | 1.015 | 0.9896 | 1.0421 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Profitability (%) | 43.4164 | 42.1429 | 44.6809 | 43.4164 | 42.1429 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.7042 | 2.0964 | 1.3758 | 1.3229 | 1.3586 | 1.2902 |
Largest Winning Trade | 74875 | 74875 | 57407 | 513179 | 513179 | 341495 |
Largest Losing Trade | -38393 | -29432 | -38393 | -322511 | -322511 | -297219 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 6386 | 3371 | 3015 | 6386 | 3371 | 3015 |
Profit Streak | 14.0947 | 0 | 17.7613 | 14.0947 | 0 | 17.7613 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309353 | 247463 | -243073 | -351192 | -582072 | -312089 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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